No, you do not keep your original, factory warranty with a DINAN tuned engine.

I have a Dinan (software + exhaust +...) tuned car. Before I put the stuff on my car, I checked with my dealer who said the BMW warranty was not affected. I have since brought my car in to the dealer to have warranty work (admittedly small stuff) done on it and have never been turned away. They simply put the words "Dinan tuned" on the work order.
If you look on this map, http://www.dinancars.com/dealers/, you will find many, many BMW dealers who will put Dinan products on your car. My guess is, these dealers would not perform mods which they new would void the BMW warranty. I don't think it would be good for business.
Dina appears to have some kind of in with BMW. However promising that might appear, it would still be smart to check into the warranty issue.